Title :
Solution of periodic discrete-time Riccati and Lyapunov equations
Author :
Sreedhar, J. ; Van Dooren, P.
Author_Institution :
Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA
Abstract :
We present a Schur method for the solution of periodic discrete-time Riccati and Lyapunov equations. The method can be easily extended to solve the corresponding implicit equations which arise from generalized state space systems
Keywords :
Lyapunov methods; difference equations; discrete time systems; nonlinear differential equations; state-space methods; time-varying systems; Schur method; generalized state space systems; periodic discrete-time Lyapunov equations; periodic discrete-time Riccati equations; Control systems; Difference equations; Eigenvalues and eigenfunctions; Filtering; Matrix decomposition; Optimal control; Plasma welding; Riccati equations; Stability analysis; State-space methods;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325128
